Check out the clips section of the wiki:
http://www.talkbass.com/wiki/index.p..._Clip_Database
Also there are loads of pedal demos on Youtube, check out the videos posted by EHX, Boss, Tonefactor and Proguitarshop for starters. Then you'll get a feel for what the effects will do to your sound.
You could also look for a cheap used Zoom B2 multi effects unit, which has all the fx you could think of and is available for the price of a used Boss pedal! Eventually you'll figure out which effects you like and maybe go for higher quality individual stomp boxes, but the B2 is a great practise/learning tool.